EBA · 2017_3108 Archive

Level of data to be reported for LEI codes provided in Annex I

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2017-01-19
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

For Template C 101.00, should we report position of the specific Low Default Counterparty mentioned in Annex I or also report position of the underlying organisations belonging to that Low Default Counterparty?

Background

A list of Low Default Counterparties are provided in Annex I. In the books of the Bank, there could be exposure to other linked companies of the Counterparty.

Answer

Only exposures to the counterparties listed in C 101.00 of Annex I of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) shall be considered. Exposures to related entities (e.g. subsidiaries or parent companies) shall not be reported. Disclaimer The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal. The text of the Implementing Regulation may differ from the text of the draft ITS to which this Q&A refers.

Original source: European Banking Authority, Q&A ID 2017_3108

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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